Based on the SD-KPInform® database , STOXX® and SD-M® launched the iSTOXX® Europe 600 SD-KPI (Factsheet; Indexguide) in April 2016. 

The index covers all 600 components of the parent index STOXX® Europe 600. By overweighting or underweighting the components by -50%, -25%, 0%, 25%, 50% on the basis of their SD-KPIntegration® Scores, the tracking error against the parent index remains low. This allows for hedging through liquid STOXX® Europe 600 futures und options at the leading derivatives exchange Eurex (operated by Deutsche Boerse). 

The publication SD-KPIndex®: How to integrate material ESG indicators into mainstream indices and benchmarks defines the SD-KPIndex® methodology, which is copyrighted by SD-M®.

 

 

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